I agree with Sondra. It probably would help a little. But, you need to remember that your yorkie is missing YOU, which is why he is so sad when you're gone. Another dog might help him be distracted and pass the time a little more easily, but you should really resolve HIS issues first before adding another dog to the equation.
I thought this was the answer to Emma's problems too, and our behaviorist strongly cautioned us against this. We needed to concentrate on helping her work through her issues first, which is what we did. Otherwise, you run the risk of having TWO anxious yorkies because one can pick it up from the other
